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"On the complexity of computing quadrature formulas for marginal ..."

Thomas Müller-Gronbach, Klaus Ritter, Larisa Yaroslavtseva (2015)

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DOI: 10.1016/J.JCO.2014.07.003

access: open

type: Journal Article

metadata version: 2021-02-16

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  - journals/jc/Muller-GronbachRY15
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  - https://dblp.org/rec/journals/jc/Muller-GronbachRY15
Thomas Müller-Gronbach, Klaus Ritter, Larisa Yaroslavtseva:
On the complexity of computing quadrature formulas for marginal distributions of SDEs. J. Complex. 31(1): 110-145 (2015)

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